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Fuzzy relation analysis in fuzzy time series model

✍ Scribed by Ruey-Chyn Tsaur; Jia-Chi O Yang; Hsiao-Fan Wang

Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 606 KB
Volume: 49
Category: Article
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2004.07.014

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✦ Synopsis

Fuzzy relation is a crucial connector in presenting fuzzy time series model. However, how to obtain a fuzzy relation matrix to represent a time-invaxiant relation is still a question. Based on the concept of fuzziness in Information Theory, the concept of entropy is applied to measure the degrees of fuzziness when a time-invariant relation matrix is derived. Finally, an example is illustrated to show that the proposed method could obtain more accurate and robust results in forecasting.

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